When the sensors are in the vehicle, they are receiving (presumably) the correct "power" and "ground" required for operation as well as any mechanical input. You would have to mimic those inputs both electrically and mechanically (ie: movement of the potentiometer for a TPS, or change in temperature for a thermistor, etc) to gain an output from the sensor.

The only sensors that I occasionally "bench test" are zirconia oxygen sensors & inductive pick up sensors (ABS, Cam & Crank sensors etc). These sensors generate their own signals & are simple to test.

I have also been known to take a cam sensor out (hall sensor type) & scope it (still connected to the vehicle harness) whilst I wave a steel washer close to the tip. Dont forget that no signal from a cam sensor, doesn't mean that the sensor is faulty. It could mean that the cam shaft is not turning